+783.3%
AXP vs AMP
+2,123.7%
-1,340.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -2.1% | +0.2% | -2.3% | -2.3% |
| 30D | -6.5% | -0.1% | -6.5% | -6.5% |
| 3M | +4.6% | +23.6% | -18.9% | -8.5% |
| 6M | +5.4% | +20.4% | -14.9% | -6.5% |
| YTD | -11.1% | +15.4% | -26.6% | -19.4% |
| 1Y | -0.3% | +11.0% | -11.3% | -7.5% |
| 3Y | +111.6% | +70.5% | +41.1% | +50.1% |
| 5Y | +117.6% | +121.4% | -3.8% | +30.2% |
| 10Y | +474.1% | +575.6% | -101.5% | +64.7% |
| All | +783.3% | +2,123.7% | -1,340.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling